Analysis run in : 2024-05-04 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 19,291 | -25,108 | 1.484573 | 1.758391 |
| 1 | equities | 1170E1 | VIX FUTURES | -22,433 | -4,433 | 1.487381 | 1.647788 |
| 2 | equities | 239742 | RUSSELL E-MINI | -40,175 | -4,875 | -1.854300 | -0.554091 |
| 3 | equities | 12460+ | DJIA Consolidated | 5,198 | -1,655 | -2.127201 | -0.061271 |
| 4 | equities | 209742 | NASDAQ MINI | 4,551 | -2,274 | -0.641719 | -0.860078 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,791 | -407 | 0.790230 | 0.922157 |
| 6 | rates | 043602 | UST 10Y NOTE | -490,717 | 35,293 | 1.277790 | 1.744898 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,196,393 | -88,601 | 0.610015 | 0.927571 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,020,889 | -37,437 | 0.107418 | 0.825648 |
| 9 | rates | 020601 | UST BOND | -14,596 | 7,035 | 1.040044 | 1.615048 |
| 10 | rates | 045601 | FED FUNDS | 10,346 | -48,918 | 1.242373 | 1.677299 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -63 | 176 | -0.452335 | -0.742955 |
| 13 | currencies | 097741 | JAPANESE YEN | -167,669 | 12,804 | -1.219746 | -1.661062 |
| 14 | currencies | 099741 | EURO FX | -10,685 | 2,704 | -1.571785 | -1.869752 |
| 15 | currencies | 096742 | BRITISH POUND | -30,038 | 1,335 | -1.977922 | -1.599623 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -84,157 | 13,079 | 0.322406 | -0.506918 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -66,574 | 12,666 | -1.013569 | -0.973237 |
| 18 | currencies | 095741 | MEXICAN PESO | 118,645 | -4,736 | 0.334337 | 0.932232 |
| 19 | currencies | 112741 | NZ DOLLAR | -8,551 | 3,496 | -0.824491 | -0.337276 |
| 20 | currencies | 092741 | SWISS FRANC | -43,045 | 851 | -1.639030 | -2.274504 |
| 21 | commodities | 133741 | BITCOIN | -181 | -43 | 1.222157 | 1.783287 |
| 22 | commodities | 06765T | BRENT LAST DAY | -32,765 | -10,472 | -1.731740 | -1.301889 |
| 23 | commodities | 088691 | GOLD | 230,531 | 1,631 | 0.818874 | 1.130850 |
| 24 | commodities | 085692 | COPPER- #1 | 57,456 | 2,219 | 1.442057 | 2.120173 |
| 25 | commodities | 023651 | NAT GAS NYME | -151,455 | -17,613 | -1.341889 | -1.487500 |
| 26 | commodities | 111659 | GASOLINE RBOB | 67,665 | -4,938 | -0.253931 | 0.044779 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 3,235 | -4,681 | -1.641876 | -1.874518 |
| 28 | commodities | 084691 | SILVER | 49,192 | -7,068 | 0.733639 | 1.242436 |
| 29 | commodities | 076651 | PLATINUM | 8,315 | 82 | -0.062369 | -0.293211 |
| 30 | commodities | 002602 | CORN | -166,973 | 21,259 | 1.789224 | 0.549225 |
| 31 | commodities | 005602 | SOYBEANS | -155,988 | 3,771 | 0.282655 | -0.798690 |
| 32 | commodities | 001602 | WHEAT-SRW | -26,719 | 24,491 | 1.738310 | 1.527462 |
| 33 | commodities | 001612 | WHEAT-HRW | -21,552 | 16,418 | 1.408626 | 1.117478 |
| 34 | commodities | 057642 | LIVE CATTLE | 64,412 | -904 | -0.765362 | 0.122883 |
| 35 | commodities | 054642 | LEAN HOGS | 97,495 | -7,458 | 0.844404 | 1.330382 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 14,571 | -6,384 | -2.017378 | -1.251767 |
| 37 | commodities | 033661 | COTTON NO. 2 | 18,435 | -10,690 | -1.976582 | -0.731342 |
| 38 | commodities | 083731 | COFFEE C | 71,528 | -2,331 | 1.158380 | 1.446941 |
| 39 | commodities | 073732 | COCOA | 15,910 | -4,338 | -1.253108 | -1.691589 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 2,270 | 234 | 1.541514 | 0.564923 |
Plotting plotly¶
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